Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.584 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48376.22 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46176.24 Kr¶

PnL: ---------------------------------------> -2046.01 Kr¶

DD now: ---------------------------------> -7.098 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:53:51.170013'

Anic Portfolio¶

Today¶

Return: -0.196 %¶

This Week¶

Return: -0.196 %¶

Total¶

Return: 58.371 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -6.900000 849.600000 151.600000 21.720000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Nordisk Bergteknik B 130 -2.570000 4192.500000 28.500000 0.680000 4163.999970
Stillfront Group 38 -2.360000 708.700000 22.700000 3.310000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Tietoevry 2 -1.750000 650.000000 12.000000 1.880000 638.000000
Vitec Software Group B 1 -1.610000 495.400000 10.400000 2.140000 485.000000
Tobii Dynavox 109 -2.090000 2732.090000 10.090000 0.370000 2721.999993
SKF A 3 -3.570000 591.600000 -1.400000 -0.240000 593.000001
SKF B 3 -3.730000 591.750000 -4.250000 -0.710000 596.000001
G5 Entertainment 3 -1.360000 567.000000 -5.000000 -0.870000 572.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
Embracer Group B 14 -4.280000 679.980000 -9.020000 -1.310000 689.000004
Addnode Group B 6 -2.020000 699.600000 -9.400000 -1.330000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Husqvarna A 7 -2.650000 616.000000 -17.000000 -2.690000 632.999997
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.260000 2020.800000 -22.200000 -1.090000 2043.000000
Husqvarna B 7 -2.740000 615.860000 -24.140000 -3.770000 639.999997
Fastighetsbolag. Emilshus Pref 21 -2.100000 537.600000 -24.400000 -4.340000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Arion Banki SDB 61 -1.090000 662.460000 -34.540000 -4.960000 697.000030
Avanza Bank Holding 2 -6.990000 476.400000 -34.600000 -6.770000 511.000000
Collector Bank 29 -6.060000 1194.370000 -39.630000 -3.210000 1233.999996
Swedbank A 3 -3.520000 576.150000 -41.850000 -6.770000 618.000000
Lagercrantz Group B 5 -2.420000 565.000000 -42.000000 -6.920000 607.000000
Norva24 Group 12 -2.220000 359.760000 -47.490000 -11.660000 407.250000
Nordea Bank Abp 30 -3.840000 3707.400000 -55.600000 -1.480000 3762.999990
Mips 1 -2.810000 470.000000 -59.000000 -11.150000 529.000000
Dustin Group 18 -4.830000 609.480000 -60.520000 -9.030000 669.999996
AFRY 3 -2.810000 519.300000 -75.700000 -12.720000 594.999999
Viaplay Group B 4 -5.620000 946.400000 -90.600000 -8.740000 1037.000000
Fastighetsbolaget Emilshus B 23 10.260000 595.700000 -99.300000 -14.290000 694.999993
RVRC Holding 17 -3.890000 546.040000 -136.960000 -20.050000 683.000007
Beijer Alma B 9 -2.660000 1813.500000 -140.500000 -7.190000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46176.240000 -2046.010000 -7.09837% 48222.250041

Updated:¶

'2023-03-13 12:54:04.711339'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶